top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
Essentials of stochastic processes / Richard Durrett
Essentials of stochastic processes / Richard Durrett
Autore Durrett, Richard
Edizione [3. ed]
Pubbl/distr/stampa [Cham], : Springer, 2016
Descrizione fisica IX, 275 p. : ill. ; 24 cm
Soggetto topico 90Bxx - Operations research and management science [MSC 2020]
60Gxx - Stochastic processes [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60G42 - Martingales with discrete parameter [MSC 2020]
60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
90B22 - Queues and service in operations research [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020]
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]
Soggetto non controllato Binomial model
Black-Scholes formula
Continuous Time
Econometrics
Economics
Exponential distributions
Financial Engineering
Markov Chains
Martingales
Mathematical Finance
Option pricing
Poisson process
Population genetics
Probability models
Queueing Theory
Queueing networks
Renewal theory
Stationary distributions
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN0114726
Durrett, Richard  
[Cham], : Springer, 2016
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui
Essentials of stochastic processes / Richard Durrett
Essentials of stochastic processes / Richard Durrett
Autore Durrett, Richard
Edizione [3. ed]
Pubbl/distr/stampa [Cham], : Springer, 2016
Descrizione fisica IX, 275 p. : ill. ; 24 cm
Soggetto topico 60-XX - Probability theory and stochastic processes [MSC 2020]
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
60G42 - Martingales with discrete parameter [MSC 2020]
60G50 - Sums of independent random variables; random walks [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020]
60Gxx - Stochastic processes [MSC 2020]
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
60J27 - Continuous-time Markov processes on discrete state spaces [MSC 2020]
90B22 - Queues and service in operations research [MSC 2020]
90Bxx - Operations research and management science [MSC 2020]
91B24 - Microeconomic theory (price theory and economic markets) [MSC 2020]
91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]
Soggetto non controllato Binomial model
Black-Scholes formula
Continuous Time
Econometrics
Economics
Exponential distributions
Financial Engineering
Markov Chains
Martingales
Mathematical Finance
Option pricing
Poisson process
Population genetics
Probability models
Queueing Theory
Queueing networks
Renewal theory
Stationary distributions
Stochastic processes
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNICAMPANIA-VAN00114726
Durrett, Richard  
[Cham], : Springer, 2016
Materiale a stampa
Lo trovi qui: Univ. Vanvitelli
Opac: Controlla la disponibilità qui